-22.9%
AMRZ vs SIRI
+25.1%
-48.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.2% |
| 7D | -2.0% | +4.3% | -6.3% | -2.6% |
| 30D | -9.8% | -2.8% | -7.0% | -9.5% |
| 3M | -17.2% | +5.9% | -23.1% | -17.8% |
| 6M | -26.9% | +31.9% | -58.9% | -29.7% |
| YTD | -21.5% | +48.7% | -70.1% | -26.1% |
| 1Y | -22.9% | +23.2% | -46.1% | -23.3% |
| All | -22.9% | +25.1% | -48.0% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SIRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling